+1,076.0%
BAH vs FLR
+3.7%
+1,072.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -2.6% | +10.1% | -12.7% | -3.3% |
| 30D | +20.4% | -0.5% | +20.8% | +20.3% |
| 3M | +11.9% | -4.8% | +16.7% | +12.1% |
| 6M | +17.1% | +10.7% | +6.4% | +15.4% |
| YTD | +5.5% | +25.0% | -19.4% | +2.5% |
| 1Y | +5.6% | +8.3% | -2.7% | +3.8% |
| 3Y | -26.5% | +36.8% | -63.4% | -30.9% |
| 5Y | +6.5% | +121.8% | -115.3% | -5.2% |
| 10Y | +203.0% | +9.2% | +193.9% | +218.8% |
| All | +1,076.0% | +3.7% | +1,072.3% | +1,053.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling